-28.1%
BE vs IWD
+13.0%
-41.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -2.5% |
| 7D | +20.5% | +1.7% | +18.9% | +16.1% |
| 30D | -23.4% | +3.2% | -26.6% | -27.2% |
| 3M | -14.9% | +2.3% | -17.2% | -18.0% |
| 6M | -28.1% | +12.9% | -41.0% | -53.7% |
| All | -28.1% | +13.0% | -41.1% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling